Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.72% | 96.77 % | 97.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'801 CHF | 146'851 CHF | 100.00% | 100.00% |
12.07.2024 | 0.72% | 97.30 % | 98.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'539 CHF | 146'589 CHF | 78.50% | 78.50% |
11.07.2024 | 0.71% | 97.24 % | 97.94 % | 150'000 | 150'000 | 150'000 | 149'978 | 147'090 CHF | 148'118 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 100.71 % | 101.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'696 CHF | 151'746 CHF | 94.74% | 94.74% |
09.07.2024 | 0.69% | 100.44 % | 101.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'638 CHF | 151'688 CHF | 97.76% | 97.76% |
08.07.2024 | 0.70% | 99.89 % | 100.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'203 CHF | 151'253 CHF | 99.77% | 99.77% |
05.07.2024 | 0.69% | 100.36 % | 101.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'611 CHF | 151'661 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 100.12 % | 100.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'736 CHF | 151'786 CHF | 98.25% | 98.25% |
03.07.2024 | 0.69% | 100.85 % | 101.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'029 CHF | 152'079 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 100.57 % | 101.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'281 CHF | 151'331 CHF | 100.00% | 100.00% |